Bivariate generalized gamma distributions of Kibble's type |
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| Authors: | Li-Shya Chen I- Shiang Tzeng Chien-Tai Lin |
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| Affiliation: | 1. Statistics, National Chengchi University, No. 64, Sec. 2, Zhinan Road, Taipei 116, Taiwan, Republic of Chinalschen@nccu.edu.tw;3. Graduate Institute of Epidemiology and Preventive Medicine, National Taiwan University, Taipei, Taiwan, Republic of China;4. Department of Mathematics, Tamkang University, New Taipei City, Taiwan, Republic of China |
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| Abstract: | ![]()
In this paper, a new type of bivariate generalized gamma (BGG) distribution derived from the bivariate gamma distribution of Kibble [Two-variate gamma-type distribution. Sankh?a 1941;5:137–150] by means of a power transformation is presented. The explicit expressions of statistical properties of the BGG distribution are presented. The estimation of marginal and dependence parameters using the method of moments and the method of inference functions for margins are discussed, and their performance through a Monte Carlo simulation study is assessed. Finally, an example is given to illustrate the applicability of the distributions introduced here. |
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| Keywords: | bivariate gamma distribution method of moments inference functions for margins |
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